Anic Equity¶

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Total return since start: 0.695 %¶

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Equity now: -----------------------------> 51789.81 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48590.75 Kr¶

PnL: ---------------------------------------> -496.82 Kr¶

DD now: ---------------------------------> -0.237 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:02:42.052780'

Anic Portfolio¶

Today¶

Return: -0.21 %¶

This Week¶

Return: 8.969 %¶

Total¶

Return: 69.547 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.050000 781.600000 108.600000 16.140000 673.000000
Nordea Bank Abp 29 0.690000 3559.460000 105.460000 3.050000 3453.999992
HEBA B 70 -0.260000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 -0.020000 3426.400000 49.400000 1.460000 3377.000000
Swedbank A 3 3.600000 612.300000 48.300000 8.560000 564.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
AcadeMedia 12 -0.730000 590.160000 33.160000 5.950000 557.000004
Resurs Holding 22 -0.610000 605.220000 31.220000 5.440000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -1.200000 378.500000 23.500000 6.620000 355.000000
OEM International B 7 0.000000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Intrum 4 0.000000 539.400000 12.400000 2.350000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Midsona B 63 -0.420000 592.830000 9.830000 1.690000 582.999984
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Securitas B 6 -0.330000 577.200000 7.200000 1.260000 570.000000
Handelsbanken A 5 1.100000 549.250000 3.250000 0.600000 546.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Fasadgruppen Group 38 0.740000 4142.000000 1.000000 0.020000 4140.999992
Samhällsbyggnadsbo. i Norden D 12 -0.190000 246.240000 0.240000 0.100000 246.000000
Coor Service Management Hold. 8 -0.600000 528.000000 -4.000000 -0.750000 532.000000
Corem Property Group B 59 -1.520000 572.600000 -4.400000 -0.760000 576.999999
Essity B 2 -0.220000 548.800000 -25.200000 -4.390000 574.000000
Sampo Oyj SDB 7 -0.270000 3822.000000 -28.000000 -0.730000 3850.000000
Boozt 12 -1.310000 1623.600000 -30.400000 -1.840000 1653.999996
International Petroleum Corp. 5 -2.190000 558.000000 -36.570000 -6.150000 594.565215
CTEK 13 -2.360000 494.520000 -39.480000 -7.390000 533.999999
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Beijer Electronics Group 27 -0.890000 3013.200000 -70.800000 -2.300000 3083.999994
OX2 22 0.000000 1782.000000 -207.000000 -10.410000 1989.000002
Axfood 15 -0.440000 4027.500000 -272.500000 -6.340000 4300.000005
Ovzon 64 0.000000 3456.000000 -540.000000 -13.510000 3996.000000
TOTAL 48590.750000 -496.820000 -0.23711% 49087.564636

Updated:¶

'2023-01-31 09:02:55.017207'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶